BVT Call 36 HAL 20.09.2024
/ DE000VM7N9J5
BVT Call 36 HAL 20.09.2024/ DE000VM7N9J5 /
| 2024-07-26 8:04:12 PM |
Chg.+0.001 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
Halliburton Co |
36.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N9J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.15 |
| Time value: |
0.09 |
| Break-even: |
34.02 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
13.16% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
13.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.064 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.47% |
| 1 Month |
|
|
-15.73% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.043 |
| 1M High / 1M Low: |
0.209 |
0.043 |
| 6M High / 6M Low: |
0.660 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
528.76% |
| Volatility 6M: |
|
270.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
